Gauss-Newton estimation of parameters for a spatial autoregression model
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Cited by:
- B. Bhattacharyya & X. Li & M. Pensky & G. Richardson, 2000. "Testing for Unit Roots in a Nearly Nonstationary Spatial Autoregressive Process," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(1), pages 71-83, March.
- Badi H. Baltagi & Junjie Shu, 2024. "A Survey of Spatial Unit Roots," Mathematics, MDPI, vol. 12(7), pages 1-32, March.
- Baran, Sándor & Pap, Gyula, 2012. "Parameter estimation in a spatial unilateral unit root autoregressive model," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 282-305.
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Keywords
62F12; 60F05; 62M30 Martingale central limit theorem Spatial autoregression Unit root estimation;All these keywords.
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Statistics
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